May-18 LIBOR Replacement: Watchlist

In May, there were continued developments on the LIBOR replacement/reform front:

1M and 3M SOFR Futures began trading on the CME
The ICE announced that 3M SONIA Futures will be traded from June 1st, 2018
The ECB finalized the name of the new unsecured overnight rate, ESTER, which will be produced by 2020

We've updated our handy watchlist with all the latest: WATCHLIST: Replacing LIBOR.

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Principia Partners LLC provides solutions for derivative and fixed income operations. Global financial institutions and independent asset managers have used the award-winning Principia Analytic System since 1995 to unify valuations, portfolio management, risk surveillance, hedge accounting and operational control across the breadth of fixed income and derivative products. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.